+11.1%
OMC vs DKS
+27.3%
-16.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | -6.2% | -4.7% | -1.5% | -5.6% |
| 30D | -7.6% | -35.1% | +27.5% | -2.5% |
| 3M | +7.4% | -37.7% | +45.1% | +13.9% |
| 6M | +0.1% | -30.7% | +30.9% | +3.8% |
| YTD | +0.4% | -31.9% | +32.4% | +4.2% |
| 1Y | +7.8% | -40.0% | +47.8% | +14.0% |
| All | +11.1% | +27.3% | -16.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling